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Consistent estimation of structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2010
Persistent link: https://www.econbiz.de/10008736921
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Testing rationality without restricting heterogeneity
Kawaguchi, Kohei - In: Journal of econometrics 197 (2017) 1, pp. 153-171
Persistent link: https://www.econbiz.de/10011818350
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The transmission channels of government spending uncertainty
Anna, Beliansk; Eyquem, Aurélien; Poilly, Céline - 2021
Persistent link: https://www.econbiz.de/10012490506
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Testing for central dominance : method and application
Chuang, O-Chia; Kuan, Chung-ming; Tzeng, Larry Y. - In: Journal of econometrics 196 (2017) 2, pp. 368-378
Persistent link: https://www.econbiz.de/10011818312
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Decision theory and stochastic growth
Steiner, Jakub; Robson, Arthur John; Samuelson, Larry - 2022
Persistent link: https://www.econbiz.de/10013380510
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Strong stochastic bounds for the stationary distribution of a class of multicomponent performability models
Taylor, P. G.; Dijk, Nicolaas M. van - 1994
Persistent link: https://www.econbiz.de/10000151658
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An hourly periodic state space model for modelling French national electricity load
Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - 2008
Persistent link: https://www.econbiz.de/10003645204
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Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S. - 2008
Persistent link: https://www.econbiz.de/10003645209
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Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang; Yao, Qiwei - In: Journal of econometrics 147 (2008) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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Nonstationary discrete choice
Hu, Ling; Phillips, Peter C. B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10001998884